+105.2%
CTVA vs SM
+108.0%
-2.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -4.7% | +2.1% | -6.8% | -5.0% |
| 30D | +11.1% | +18.1% | -7.0% | +7.9% |
| 3M | +13.7% | +17.0% | -3.3% | +10.0% |
| 6M | +11.2% | +55.4% | -44.2% | +1.3% |
| YTD | +26.9% | +108.6% | -81.7% | +9.0% |
| 1Y | +18.8% | +45.7% | -26.9% | +8.6% |
| 3Y | +75.9% | -0.3% | +76.3% | +67.0% |
| 5Y | +105.2% | +113.0% | -7.8% | +54.5% |
| All | +105.2% | +108.0% | -2.8% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling